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xtevent: Estimation and visualization in the linear panel event-study design

Author

Listed:
  • Jorge Pérez Pérez

    (Banco de México)

  • Jesse M. Shapiro

    (Harvard University)

  • Christian B. Hansen

    (University of Chicago Booth School of Business)

  • Simon Freyaldenhoven

    (Federal Reserve Bank of Philadelphia)

  • Constantino Carreto

    (Banco de México)

Abstract

Linear panel models and the “event-study plots” that often accompany them are popular tools for learning about policy effects. We introduce the xtevent xtevent xtevent xtevent package, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al. (Forthcoming). The package implements various procedures to estimate the underlying policy effects and allows for nonbinary policy variables and estimation adjusting for preevent trends.

Suggested Citation

  • Jorge Pérez Pérez & Jesse M. Shapiro & Christian B. Hansen & Simon Freyaldenhoven & Constantino Carreto, 2025. "xtevent: Estimation and visualization in the linear panel event-study design," 2025 Stata Conference 03, Stata Users Group.
    • Handle: RePEc:boc:usug25:03
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    Cited by:

    1. Aurélien Saïdi & Alexandra Schaffar & Francisco Serranito, 2025. "L’impact de l’indépendance sur le développement des petites économies insulaires et côtières : une approche par la méthode des doubles différences," Working Papers hal-04947436, HAL.
    2. Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2024. "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," IFRO Working Paper 2024/03, University of Copenhagen, Department of Food and Resource Economics.
    3. Bernardino, Tiago & Gabriel, Ricardo Duque & Quelhas, João & Silva-Pereira, Márcia, 2025. "The full, persistent, and symmetric pass-through of a temporary VAT cut," Journal of Public Economics, Elsevier, vol. 248(C).

    More about this item

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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